VALE vs. T
VALE (Vale S.A.) and T (AT&T Inc.) are both stocks. VALE operates in Other Industrial Metals & Mining (Basic Materials), while T operates in Telecom Services (Communication Services). Over the past 10 years, VALE returned 22.05%/yr vs 3.33%/yr for T. At a 0.27 correlation, their price movements are largely independent.
Performance
VALE vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, VALE achieves a 20.57% return, which is significantly higher than T's -2.96% return. Over the past 10 years, VALE has outperformed T with an annualized return of 22.05%, while T has yielded a comparatively lower 3.33% annualized return.
VALE
- 1D
- 2.28%
- 1M
- -3.74%
- YTD
- 20.57%
- 6M
- 23.80%
- 1Y
- 74.77%
- 3Y*
- 12.85%
- 5Y*
- 2.38%
- 10Y*
- 22.05%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
VALE vs. T - Yearly Performance Comparison
Correlation
The correlation between VALE and T is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2002 | 0.27 |
The correlation between VALE and T shifts across timeframes, from -0.03 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VALE:
$0.65
T:
$3.04
VALE:
24.04
T:
7.74
VALE:
1.70
T:
1.35
VALE:
$39.53B
T:
$125.65B
VALE:
$13.65B
T:
$105.41B
VALE:
$14.33B
T:
$54.70B
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Return for Risk
VALE vs. T — Risk / Return Rank
VALE
T
VALE vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vale S.A. (VALE) and AT&T Inc. (T). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VALE | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.92 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | -0.59 | +4.31 |
| Martin ratioReturn relative to average drawdown | 12.21 | -1.22 | +13.43 |
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Drawdowns
VALE vs. T - Drawdown Comparison
The maximum VALE drawdown since its inception was -92.78%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for VALE and T.
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Drawdown Indicators
| VALE | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.78% | -64.15% | -28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -21.87% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -41.94% | -21.87% | -20.07% |
Max Drawdown (5Y)Largest decline over 5 years | -49.79% | -32.01% | -17.78% |
Max Drawdown (10Y)Largest decline over 10 years | -57.60% | -42.35% | -15.25% |
Current DrawdownCurrent decline from peak | -11.84% | -18.12% | +6.28% |
Average DrawdownAverage peak-to-trough decline | -36.69% | -15.72% | -20.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 10.64% | -4.62% |
Volatility
VALE vs. T - Volatility Comparison
Vale S.A. (VALE) has a higher volatility of 9.16% compared to AT&T Inc. (T) at 8.21%. This indicates that VALE's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALE | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 8.21% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 26.35% | 17.80% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.06% | 22.13% | +9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.47% | 24.01% | +11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.84% | 23.73% | +17.11% |
Dividends
VALE vs. T - Dividend Comparison
VALE's dividend yield for the trailing twelve months is around 3.66%, less than T's 4.71% yield.
Financials
VALE vs. T - Financials Comparison
This section allows you to compare key financial metrics between Vale S.A. and AT&T Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VALE and T have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VALE has higher volatility (9.16%) compared to T (8.21%). In terms of maximum drawdown, VALE dropped -92.78% vs T's -64.15%.
VALE currently has the higher Sharpe Ratio (2.30 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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